+129.8%
CHRW vs WAT
+223.8%
-94.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.9% |
| 7D | +4.7% | +2.0% | +2.7% | +4.2% |
| 30D | -2.6% | +7.7% | -10.3% | -4.5% |
| 3M | -8.0% | +11.1% | -19.1% | -10.8% |
| 6M | -19.0% | +31.2% | -50.2% | -25.1% |
| YTD | -15.5% | +21.7% | -37.2% | -20.9% |
| 1Y | -10.8% | +19.3% | -30.1% | -16.1% |
| 3Y | +79.8% | +80.6% | -0.8% | +45.6% |
| 5Y | +59.3% | +29.5% | +29.7% | +39.4% |
| All | +129.8% | +223.8% | -94.0% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling